Question of a general kind

[Peter230655]

Dear Roger, I just installed your filterpy, and scanned through your book Kalman and Bayesian Filters in Python. VERY understandable for me! I use sympy.physics.mechanics to generate equations of motion, subjected to white noise I use sdeint to to integrate these equatinons of motion interpreted as ITO differential equations. I could imagine, that a combination of Kalman filtering and regular stabilizing procedures ("Riccati equation") should give a means to 'stabilize' these ITO equations. Should I be right, then my insight surely is not original. Could you point me to a book, where this is described?

I am doing all of this for fun, not for any serious work, so no rush with any reply. Thanks!!